Lies, Damn Lies and OLS Weights: Part I
Tymon Słoczyński's 2022 Restat
Tymon Słoczyński’s “Interpreting OLS Estimands When Treatment Effects are Heterogenous: Smaller Groups Get Larger Weights” was published in 2022 Review of Economics and Statistics. It’s short at 9 pages, beautifully written and full of important lessons as well as surprises. It’s one of my favorite econometrics papers published in the last year. It pr…
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